Mark Rubinstein
Affiliations: | University of California, Berkeley, Berkeley, CA, United States |
Area:
FinanceGoogle:
"Mark Rubinstein"Children
Sign in to add traineeLionel Martellini | grad student | 2000 | UC Berkeley |
Eric S Reiner | post-doc | UC Berkeley (Chemistry Tree) |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Rubinstein M. (2002) Markowitz's "Portfolio Selection": A Fifty-Year Retrospective Journal of Finance. 57: 1041-1045 |
Rubinstein M. (2001) Derivatives Performance Attribution Journal of Financial and Quantitative Analysis. 36: 75-92 |
Rubinstein M. (2001) Rational Markets: Yes or No? The Affirmative Case Financial Analysts Journal. 57: 15-29 |
Rubinstein M. (2000) On the Relation Between Binomial and Trinomial Option Pricing Models Journal of Derivatives. 8: 47-50 |
Rubinstein M. (1998) Edgeworth Binomial Trees Journal of Derivatives. 5: 20-27 |
Jackwerth JC, Rubinstein M. (1996) Recovering Probability Distributions from Option Prices Journal of Finance. 51: 1611-1631 |
Rubinstein M. (1995) On the Accounting Valuation of Employee Stock Options Journal of Derivatives. 3: 8-24 |
Rubinstein M. (1994) Implied Binomial Trees Journal of Finance. 49: 771-818 |
Rubinstein M, Miller MH. (1992) Financial Innovations and Market Volatility. Journal of Finance. 47: 819 |
Rubinstein M. (1991) Continuously rebalanced investment strategies The Journal of Portfolio Management. 18: 78-81 |